Risk Control Limited

Risk Controller- portfolio credit risk and VaR model (CRM)

RC-Capital Model is a high-specification, portfolio modelling framework, supplying rigorously calculated risk statistics for multi-asset portfolios over different holding periods. RC-Capital Model is suitable for credit VaR calculations, counter-party risk analysis, multi-asset-class analysis for investment firms and asset managers.

Stress Controller

Stress Controller is an innovative and powerful framework which performs macro stress analyses of credit and market risk portfolios and financial statements.

Risk Monitor

Risk Monitor is an operational risk framework that assists asset managers in analysing event risks and mitigation strategies for ICAAP and risk appetite purposes. Via the interface, risk owners and analysts may work jointly on risk registers and perform coordinated calculations.

RC-Connectivity and Data Validation System

RC-Connectivity and Data Validation System provides a web-based portal through which financial institutions can securely receive, check and evaluate data on asset portfolios. The system allows banks and savings institutions to integrate their portfolio data with decentralised networks of originators, fund managers or subsidiaries.

RC-Credit Scoring System

RC-Credit Scoring System allows users to create and manage multiple credit scoring models and then to publish scores to downstream systems. The software supports a variety of scoring methodologies including classical Logistic Regression and Artificial Neural Nets.

RC-ICAAP and Stress Testing System

RC-ICAAP and Stress Testing System provides a wide range of ICAAP calculations suitable for Pillar II requirements for banks or asset managers. These calculations are generated for current and future periods under macro stresses. The stress testing functionality permits the generation of a wide range of scenarios using powerful conditional Bayesian techniques. The framework provides …

RC-Limit System

RC-Limit System is a specialised and standalone application that evaluates limits (for transaction authorisation purposes) and computes headroom and then delivers these calculations via web services to other systems. Offering considerable flexibility in the specification and management of limits, the system can provide real-time visibility of limits to downstream business users.

RC-Loan Portfolio Analytics System

RC-Loan Portfolio Analytics System offers a rich set of risk and valuation analytics useful in the management of loan portfolios. The calculations, including interest rate sensitivity, valuations and provisioning analysis, may be performed under a wide range of stress scenarios.

RC-OpRisk Capital Model

RC-OpRisk Capital Model provides Operational Risk specialists with a rigorous tool for computing capital. Inputs can either be scenario-based or historical-data-based. The model provides OpRisk units in asset management firms, banks or insurers with a highly effective and flexible tools to analyse Risk Registers or historical loss data. The framework supplies VaRs and Expected Shortfall …

RC-Rating Scenario System

The RC-Rating Scenario System provides users with a flexible way of analysing how scenarios involving all aspects of a bank’s business feed through into its agency ratings. Risk and finance analysts can use the software to respond swiftly to a wide variety of scenario analysis requests from senior managers.